ECBOT 5 Year T-Note Future September 2014
| Trading Metrics calculated at close of trading on 18-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2014 |
18-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
119-075 |
118-285 |
-0-110 |
-0.3% |
119-175 |
| High |
119-140 |
118-285 |
-0-175 |
-0.5% |
119-197 |
| Low |
118-280 |
118-217 |
-0-063 |
-0.2% |
118-287 |
| Close |
119-005 |
118-260 |
-0-065 |
-0.2% |
118-300 |
| Range |
0-180 |
0-068 |
-0-112 |
-62.2% |
0-230 |
| ATR |
0-090 |
0-091 |
0-001 |
1.4% |
0-000 |
| Volume |
2,767 |
3,010 |
243 |
8.8% |
40,357 |
|
| Daily Pivots for day following 18-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-138 |
119-107 |
118-297 |
|
| R3 |
119-070 |
119-039 |
118-279 |
|
| R2 |
119-002 |
119-002 |
118-272 |
|
| R1 |
118-291 |
118-291 |
118-266 |
118-272 |
| PP |
118-254 |
118-254 |
118-254 |
118-245 |
| S1 |
118-223 |
118-223 |
118-254 |
118-204 |
| S2 |
118-186 |
118-186 |
118-248 |
|
| S3 |
118-118 |
118-155 |
118-241 |
|
| S4 |
118-050 |
118-087 |
118-223 |
|
|
| Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-098 |
120-269 |
119-106 |
|
| R3 |
120-188 |
120-039 |
119-043 |
|
| R2 |
119-278 |
119-278 |
119-022 |
|
| R1 |
119-129 |
119-129 |
119-001 |
119-088 |
| PP |
119-048 |
119-048 |
119-048 |
119-028 |
| S1 |
118-219 |
118-219 |
118-279 |
118-178 |
| S2 |
118-138 |
118-138 |
118-258 |
|
| S3 |
117-228 |
117-309 |
118-237 |
|
| S4 |
116-318 |
117-079 |
118-174 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-140 |
118-217 |
0-243 |
0.6% |
0-081 |
0.2% |
18% |
False |
True |
4,056 |
| 10 |
119-250 |
118-217 |
1-033 |
0.9% |
0-087 |
0.2% |
12% |
False |
True |
8,930 |
| 20 |
119-250 |
118-217 |
1-033 |
0.9% |
0-084 |
0.2% |
12% |
False |
True |
349,112 |
| 40 |
120-070 |
118-195 |
1-195 |
1.4% |
0-090 |
0.2% |
13% |
False |
False |
525,601 |
| 60 |
120-070 |
118-195 |
1-195 |
1.4% |
0-089 |
0.2% |
13% |
False |
False |
551,212 |
| 80 |
120-070 |
118-180 |
1-210 |
1.4% |
0-091 |
0.2% |
15% |
False |
False |
582,759 |
| 100 |
120-070 |
118-060 |
2-010 |
1.7% |
0-089 |
0.2% |
31% |
False |
False |
474,132 |
| 120 |
120-070 |
117-250 |
2-140 |
2.1% |
0-081 |
0.2% |
42% |
False |
False |
395,226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-254 |
|
2.618 |
119-143 |
|
1.618 |
119-075 |
|
1.000 |
119-033 |
|
0.618 |
119-007 |
|
HIGH |
118-285 |
|
0.618 |
118-259 |
|
0.500 |
118-251 |
|
0.382 |
118-243 |
|
LOW |
118-217 |
|
0.618 |
118-175 |
|
1.000 |
118-149 |
|
1.618 |
118-107 |
|
2.618 |
118-039 |
|
4.250 |
117-248 |
|
|
| Fisher Pivots for day following 18-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
118-257 |
119-018 |
| PP |
118-254 |
118-312 |
| S1 |
118-251 |
118-286 |
|